Comparison Between the MINQUE and the PSD-MINQMBE in the Unbalanced One Way Random Effects Model

Document Type : Original Article

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Abstract

The PSD-MINOMBE (Positive Semi Definite - Minimum Norm Quadratic Minimum Biased Estimator) for estimating the variance components in the unbalanced one way random effects model is given by Shaban (1990). In this paper we shall use the MSE (Mean Square Error) criteria for the comparison between the MINQUE (Minimum Norm Quadratic Unbiased Estimator) introduced by Rao (1972) and the PSD-MINQMBE in estimating σa2 in the unbalanced one way random effects model in the case of two groups.

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